13F-HR 1 usw1q06.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2006 Check here if Amendment: Not an amendment. Amendment Number: Not an amendment. This Amendment is a restatement(Check only one.): Not an amendment. Or This Amendment adds new holdings entries: Not an amendment. Institutional Investment Manager Filing this Report: Name: Qwest Asset Management Company Address: 1005 17th Street, Suite 250 Denver, CO 80202 Form 13F File Number: 028-03453 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Paul Strong Title: Investment Manager Phone: 303-382-6038 Signature, Place, and Date of Signing: /s/ Paul Strong Englewood, CO May 8, 2006 Report Type (Check only one.): (X) 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) ( ) 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) ( ) 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F Summary Page Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 316 Form 13F Information Table Value Total: $731,171(x1000) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. (If there are no entries in this list, state "NONE" and omit the column headings and list entries.) NONE VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE D AFLAC INC COM 001055102 282 6240 SH SOLE 6240 0 0 D AT&T INC COM 00206R102 9942 367677 SH SOLE 367677 0 0 D ABBOTT LABS COM 002824100 4154 97812 SH SOLE 97812 0 0 D ABGENIX INC COM 00339B107 298 13247 SH SOLE 13247 0 0 D ACXIOM CORP COM 005125109 3377 130700 SH SOLE 130700 0 0 D ADOBE SYS INC COM 00724F101 253 7235 SH SOLE 7235 0 0 D ADVANCED MICRO DEVICES INC COM 007903107 1270 38287 SH SOLE 38287 0 0 D AETNA INC NEW COM 00817Y108 350 7124 SH SOLE 7124 0 0 D AFFYMETRIX INC COM 00826T108 373 11319 SH SOLE 11319 0 0 D AGERE SYS INC COM 00845V308 1715 114020 SH SOLE 114020 0 0 D AGILENT TECHNOLOGIES INC COM 00846U101 458 12191 SH SOLE 12191 0 0 D ALBERTSONS INC COM 013104104 3795 147849 SH SOLE 147849 0 0 D ALCOA INC COM 013817101 326 10666 SH SOLE 10666 0 0 D ALLERGAN INC COM 018490102 216 1993 SH SOLE 1993 0 0 D ALLIED CAP CORP NEW COM 01903Q108 2384 77898 SH SOLE 77898 0 0 D ALLSTATE CORP COM 020002101 422 8097 SH SOLE 8097 0 0 D ALLTEL CORP COM 020039103 5348 82602 SH SOLE 82602 0 0 D ALTRIA GROUP INC COM 02209S103 13028 183851 SH SOLE 183851 0 0 D AMERADA HESS CORP COM 023551104 348 2446 SH SOLE 2446 0 0 D AMERICAN EXPRESS CO COM 025816109 702 13364 SH SOLE 13364 0 0 D AMERICAN FINL GROUP INC OHIO COM 025932104 939 22555 SH SOLE 22555 0 0 D AMERICAN INTL GROUP INC COM 026874107 4562 69024 SH SOLE 69024 0 0 D AMGEN INC COM 031162100 4440 61025 SH SOLE 61025 0 0 D AMSOUTH BANCORPORATION COM 032165102 2944 108823 SH SOLE 108823 0 0 D ANADARKO PETE CORP COM 032511107 292 2888 SH SOLE 2888 0 0 D ANALOG DEVICES INC COM 032654105 509 13284 SH SOLE 13284 0 0 D ANHEUSER BUSCH COS INC COM 035229103 4465 104398 SH SOLE 104398 0 0 D APACHE CORP COM 037411105 265 4040 SH SOLE 4040 0 0 D APPLE COMPUTER INC COM 037833100 2556 40753 SH SOLE 40753 0 0 D APPLERA CORP COM AP BIO GRP 038020103 1149 42347 SH SOLE 42347 0 0 D APPLIED MICRO CIRCUITS CORP COM 03822W109 135 33095 SH SOLE 33095 0 0 D APPLIED MATLS INC COM 038222105 1952 111497 SH SOLE 111497 0 0 D ARAMARK CORP CL B 038521100 4845 164020 SH SOLE 164020 0 0 D ARCHER DANIELS MIDLAND CO COM 039483102 269 7983 SH SOLE 7983 0 0 D AUTOLIV INC COM 052800109 5178 91515 SH SOLE 91515 0 0 D AUTOMATIC DATA PROCESSING IN COM 053015103 329 7211 SH SOLE 7211 0 0 D AUTONATION INC COM 05329W102 1189 55153 SH SOLE 55153 0 0 D AUTOZONE INC COM 053332102 2830 28384 SH SOLE 28384 0 0 D AVAYA INC COM 053499109 1143 101155 SH SOLE 101155 0 0 D BB&T CORP COM 054937107 259 6611 SH SOLE 6611 0 0 D BAKER HUGHES INC COM 057224107 767 11213 SH SOLE 11213 0 0 D BANK OF AMERICA CORPORATION COM 060505104 10140 222670 SH SOLE 222670 0 0 D BANK HAWAII CORP COM 062540109 2574 48279 SH SOLE 48279 0 0 D BANK NEW YORK INC COM 064057102 346 9607 SH SOLE 9607 0 0 D BARNES & NOBLE INC COM 067774109 5060 109406 SH SOLE 109406 0 0 D BAXTER INTL INC COM 071813109 1641 42287 SH SOLE 42287 0 0 D BEAR STEARNS COS INC COM 073902108 208 1497 SH SOLE 1497 0 0 D BECTON DICKINSON & CO COM 075887109 368 5970 SH SOLE 5970 0 0 D BELLSOUTH CORP COM 079860102 8917 257358 SH SOLE 257358 0 0 D BEST BUY INC COM 086516101 278 4977 SH SOLE 4977 0 0 D BOEING CO COM 097023105 8577 110055 SH SOLE 110055 0 0 D BRINKER INTL INC COM 109641100 1796 42519 SH SOLE 42519 0 0 D BRISTOL MYERS SQUIBB CO COM 110122108 7735 314284 SH SOLE 314284 0 0 D BROADCOM CORP CL A 111320107 1495 34643 SH SOLE 34643 0 0 D BURLINGTON NORTHN SANTA FE C COM 12189T104 387 4640 SH SOLE 4640 0 0 D BURLINGTON RES INC COM 122014103 2707 29455 SH SOLE 29455 0 0 D CBS CORP NEW CL B 124857202 209 8728 SH SOLE 8728 0 0 D CIGNA CORP COM 125509109 5695 43602 SH SOLE 43602 0 0 D CIT GROUP INC COM 125581108 4806 89800 SH SOLE 89800 0 0 D CNA FINL CORP COM 126117100 1331 41810 SH SOLE 41810 0 0 D CNF INC COM 12612W104 2145 42951 SH SOLE 42951 0 0 D CSX CORP COM 126408103 2423 40515 SH SOLE 40515 0 0 D CVS CORP COM 126650100 298 9983 SH SOLE 9983 0 0 D CV THERAPEUTICS INC COM 126667104 336 15216 SH SOLE 15216 0 0 D CAPITAL ONE FINL CORP COM 14040H105 297 3688 SH SOLE 3688 0 0 D CARDINAL HEALTH INC COM 14149Y108 1126 15116 SH SOLE 15116 0 0 D CAREMARK RX INC COM 141705103 273 5551 SH SOLE 5551 0 0 D CATERPILLAR INC DEL COM 149123101 598 8330 SH SOLE 8330 0 0 D CENDANT CORP COM 151313103 225 12975 SH SOLE 12975 0 0 D CENTURYTEL INC COM 156700106 3516 89877 SH SOLE 89877 0 0 D CEPHALON INC COM 156708109 557 9241 SH SOLE 9241 0 0 D CHESAPEAKE ENERGY CORP COM 165167107 515 16384 SH SOLE 16384 0 0 D CHEVRON CORP NEW COM 166764100 6903 119086 SH SOLE 119086 0 0 D CHICAGO MERCANTILE HLDGS INC CL A 167760107 2127 4754 SH SOLE 4754 0 0 D CHUBB CORP COM 171232101 226 2369 SH SOLE 2369 0 0 D CIENA CORP COM 171779101 118 22677 SH SOLE 22677 0 0 D CISCO SYS INC COM 17275R102 5526 255018 SH SOLE 255018 0 0 D CITIGROUP INC COM 172967101 16576 350970 SH SOLE 350970 0 0 D CLEAR CHANNEL COMMUNICATIONS COM 184502102 2129 73374 SH SOLE 73374 0 0 D COCA COLA CO COM 191216100 1069 25533 SH SOLE 25533 0 0 D COLGATE PALMOLIVE CO COM 194162103 365 6396 SH SOLE 6396 0 0 D COMCAST CORP NEW CL A 20030N101 651 24899 SH SOLE 24899 0 0 D COMERICA INC COM 200340107 3069 52935 SH SOLE 52935 0 0 D COMMERCE BANCSHARES INC COM 200525103 2627 50849 SH SOLE 50849 0 0 D COMPUTER SCIENCES CORP COM 205363104 5457 98239 SH SOLE 98239 0 0 D CONOCOPHILLIPS COM 20825C104 4894 77492 SH SOLE 77492 0 0 D CONSECO INC COM NEW 208464883 1013 40811 SH SOLE 40811 0 0 D CORNING INC COM 219350105 2668 99128 SH SOLE 99128 0 0 D COSTCO WHSL CORP NEW COM 22160K105 314 5795 SH SOLE 5795 0 0 D COUNTRYWIDE FINANCIAL CORP COM 222372104 263 7164 SH SOLE 7164 0 0 D CRESCENT REAL ESTATE EQUITIE COM 225756105 4164 197628 SH SOLE 197628 0 0 D CROWN HOLDINGS INC COM 228368106 705 39749 SH SOLE 39749 0 0 D DST SYS INC DEL COM 233326107 4803 82897 SH SOLE 82897 0 0 D DEERE & CO COM 244199105 235 2968 SH SOLE 2968 0 0 D DELL INC COM 24702R101 895 30063 SH SOLE 30063 0 0 D DEVON ENERGY CORP NEW COM 25179M103 328 5358 SH SOLE 5358 0 0 D DILLARDS INC CL A 254067101 2668 102468 SH SOLE 102468 0 0 D DIME BANCORP INC NEW *W EXP 99/99/9 25429Q110 9 50233 SH SOLE 50233 0 0 D DISNEY WALT CO COM DISNEY 254687106 917 32887 SH SOLE 32887 0 0 D DOMINION RES INC VA NEW COM 25746U109 288 4172 SH SOLE 4172 0 0 D DOW CHEM CO COM 260543103 475 11699 SH SOLE 11699 0 0 D DU PONT E I DE NEMOURS & CO COM 263534109 5269 124823 SH SOLE 124823 0 0 D DUKE ENERGY CORP COM 264399106 332 11385 SH SOLE 11385 0 0 D E M C CORP MASS COM 268648102 2175 159548 SH SOLE 159548 0 0 D EOG RES INC COM 26875P101 2550 35412 SH SOLE 35412 0 0 D EARTHLINK INC COM 270321102 1512 158300 SH SOLE 158300 0 0 D EBAY INC COM 278642103 532 13631 SH SOLE 13631 0 0 D EL PASO CORP COM 28336L109 239 19864 SH SOLE 19864 0 0 D ELECTRONIC ARTS INC COM 285512109 204 3728 SH SOLE 3728 0 0 D EMERSON ELEC CO COM 291011104 422 5052 SH SOLE 5052 0 0 D EXELON CORP COM 30161N101 434 8206 SH SOLE 8206 0 0 D EXXON MOBIL CORP COM 30231G102 24043 395051 SH SOLE 395051 0 0 D F M C CORP COM NEW 302491303 1413 22796 SH SOLE 22796 0 0 D FAIRCHILD SEMICONDUCTOR INTL COM 303726103 329 17250 SH SOLE 17250 0 0 D FEDERAL HOME LN MTG CORP COM 313400301 513 8408 SH SOLE 8408 0 0 D FEDERAL NATL MTG ASSN COM 313586109 608 11834 SH SOLE 11834 0 0 D FEDERATED DEPT STORES INC DE COM 31410H101 4229 57928 SH SOLE 57928 0 0 D FEDEX CORP COM 31428X106 420 3722 SH SOLE 3722 0 0 D FIFTH THIRD BANCORP COM 316773100 231 5867 SH SOLE 5867 0 0 D FIRST DATA CORP COM 319963104 444 9478 SH SOLE 9478 0 0 D FIRST MARBLEHEAD CORP COM 320771108 342 7916 SH SOLE 7916 0 0 D FIRSTENERGY CORP COM 337932107 5398 110398 SH SOLE 110398 0 0 D FISHER SCIENTIFIC INTL INC COM NEW 338032204 213 3124 SH SOLE 3124 0 0 D FORD MTR CO DEL COM PAR $0.01 345370860 173 21686 SH SOLE 21686 0 0 D FOREST LABS INC COM 345838106 543 12156 SH SOLE 12156 0 0 D FREESCALE SEMICONDUCTOR INC CL B 35687M206 498 17935 SH SOLE 17935 0 0 D GATX CORP COM 361448103 4414 106892 SH SOLE 106892 0 0 D GEN-PROBE INC NEW COM 36866T103 372 6746 SH SOLE 6746 0 0 D GENENTECH INC COM NEW 368710406 474 5608 SH SOLE 5608 0 0 D GENERAL DYNAMICS CORP COM 369550108 313 4890 SH SOLE 4890 0 0 D GENERAL ELECTRIC CO COM 369604103 23017 661792 SH SOLE 661792 0 0 D GENZYME CORP COM 372917104 206 3071 SH SOLE 3071 0 0 D GILEAD SCIENCES INC COM 375558103 2236 35935 SH SOLE 35935 0 0 D GOLDEN WEST FINL CORP DEL COM 381317106 212 3124 SH SOLE 3124 0 0 D GOLDMAN SACHS GROUP INC COM 38141G104 3693 23526 SH SOLE 23526 0 0 D GOOGLE INC CL A 38259P508 6025 15449 SH SOLE 15449 0 0 D GUIDANT CORP COM 401698105 3507 44927 SH SOLE 44927 0 0 D HCA INC COM 404119109 625 13655 SH SOLE 13655 0 0 D HALLIBURTON CO COM 406216101 401 5485 SH SOLE 5485 0 0 D HARTFORD FINL SVCS GROUP INC COM 416515104 292 3630 SH SOLE 3630 0 0 D HEINZ H J CO COM 423074103 5578 147108 SH SOLE 147108 0 0 D HEWLETT PACKARD CO COM 428236103 5266 160066 SH SOLE 160066 0 0 D HEXCEL CORP NEW COM 428291108 2810 127900 SH SOLE 127900 0 0 D HILTON HOTELS CORP COM 432848109 3855 151427 SH SOLE 151427 0 0 D HOME DEPOT INC COM 437076102 1117 26403 SH SOLE 26403 0 0 D HONEYWELL INTL INC COM 438516106 445 10394 SH SOLE 10394 0 0 D HUMAN GENOME SCIENCES INC COM 444903108 193 17779 SH SOLE 17779 0 0 D ILLINOIS TOOL WKS INC COM 452308109 293 3043 SH SOLE 3043 0 0 D IMATION CORP COM 45245A107 1970 45900 SH SOLE 45900 0 0 D INTEL CORP COM 458140100 4489 232014 SH SOLE 232014 0 0 D INTERMUNE INC COM 45884X103 314 16958 SH SOLE 16958 0 0 D INTERNATIONAL BUSINESS MACHS COM 459200101 12344 149682 SH SOLE 149682 0 0 D INTL PAPER CO COM 460146103 206 5946 SH SOLE 5946 0 0 D ISHARES TR RUSSELL 1000 464287622 1812 25630 SH SOLE 25630 0 0 D JDS UNIPHASE CORP COM 46612J101 82 19722 SH SOLE 19722 0 0 D JP MORGAN CHASE & CO COM 46625H100 6274 150674 SH SOLE 150674 0 0 D JACK IN THE BOX INC COM 466367109 1027 23600 SH SOLE 23600 0 0 D JOHNSON & JOHNSON COM 478160104 11235 189717 SH SOLE 189717 0 0 D KLA-TENCOR CORP COM 482480100 543 11234 SH SOLE 11234 0 0 D KEYCORP NEW COM 493267108 5450 148096 SH SOLE 148096 0 0 D KIMBERLY CLARK CORP COM 494368103 4036 69822 SH SOLE 69822 0 0 D KINETIC CONCEPTS INC COM NEW 49460W208 634 15391 SH SOLE 15391 0 0 D KROGER CO COM 501044101 5292 259925 SH SOLE 259925 0 0 D LSI LOGIC CORP COM 502161102 243 21056 SH SOLE 21056 0 0 D LAIDLAW INTL INC COM 50730R102 3271 120274 SH SOLE 120274 0 0 D LEGG MASON INC COM 524901105 580 4625 SH SOLE 4625 0 0 D LEHMAN BROS HLDGS INC COM 524908100 495 3425 SH SOLE 3425 0 0 D LENNOX INTL INC COM 526107107 1412 47300 SH SOLE 47300 0 0 D LEVEL 3 COMMUNICATIONS INC COM 52729N100 55 10700 SH SOLE 10700 0 0 D LEXMARK INTL NEW CL A 529771107 2925 64450 SH SOLE 64450 0 0 D LIBERTY MEDIA CORP NEW COM SER A 530718105 282 34390 SH SOLE 34390 0 0 D LILLY ELI & CO COM 532457108 3258 58909 SH SOLE 58909 0 0 D LIMITED BRANDS INC COM 532716107 4831 197505 SH SOLE 197505 0 0 D LINCOLN NATL CORP IND COM 534187109 5022 92003 SH SOLE 92003 0 0 D LOCKHEED MARTIN CORP COM 539830109 337 4488 SH SOLE 4488 0 0 D LOEWS CORP COM 540424108 5588 55213 SH SOLE 55213 0 0 D LOEWS CORP CAROLNA GP STK 540424207 921 19491 SH SOLE 19491 0 0 D LOUISIANA PAC CORP COM 546347105 3514 129197 SH SOLE 129197 0 0 D LOWES COS INC COM 548661107 614 9530 SH SOLE 9530 0 0 D LUCENT TECHNOLOGIES INC COM 549463107 493 161583 SH SOLE 161583 0 0 D MEMC ELECTR MATLS INC COM 552715104 223 6045 SH SOLE 6045 0 0 D MGIC INVT CORP WIS COM 552848103 954 14318 SH SOLE 14318 0 0 D MANOR CARE INC NEW COM 564055101 5224 117788 SH SOLE 117788 0 0 D MARATHON OIL CORP COM 565849106 1460 19171 SH SOLE 19171 0 0 D MATTEL INC COM 577081102 455 25073 SH SOLE 25073 0 0 D MAXIM INTEGRATED PRODS INC COM 57772K101 1268 34132 SH SOLE 34132 0 0 D MCCLATCHY CO CL A 579489105 2159 44193 SH SOLE 44193 0 0 D MCDONALDS CORP COM 580135101 535 15567 SH SOLE 15567 0 0 D MCGRAW HILL COS INC COM 580645109 263 4571 SH SOLE 4571 0 0 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 212 3705 SH SOLE 3705 0 0 D MEDTRONIC INC COM 585055106 747 14729 SH SOLE 14729 0 0 D MENS WEARHOUSE INC COM 587118100 949 26398 SH SOLE 26398 0 0 D MERCK & CO INC COM 589331107 7925 224955 SH SOLE 224955 0 0 D MERRILL LYNCH & CO INC COM 590188108 909 11542 SH SOLE 11542 0 0 D METLIFE INC COM 59156R108 244 5046 SH SOLE 5046 0 0 D MICROSOFT CORP COM 594918104 15159 557098 SH SOLE 557098 0 0 D MILLENNIUM PHARMACEUTICALS I COM 599902103 327 32364 SH SOLE 32364 0 0 D MONSANTO CO NEW COM 61166W101 282 3330 SH SOLE 3330 0 0 D MOODYS CORP COM 615369105 218 3056 SH SOLE 3056 0 0 D MORGAN STANLEY COM NEW 617446448 843 13423 SH SOLE 13423 0 0 D MOTOROLA INC COM 620076109 4348 189775 SH SOLE 189775 0 0 D NCR CORP NEW COM 62886E108 3026 72411 SH SOLE 72411 0 0 D NPS PHARMACEUTICALS INC COM 62936P103 121 14200 SH SOLE 14200 0 0 D NATIONAL CITY CORP COM 635405103 242 6925 SH SOLE 6925 0 0 D NATIONWIDE FINL SVCS INC CL A 638612101 1596 37101 SH SOLE 37101 0 0 D NETIQ CORP COM 64115P102 145 12994 SH SOLE 12994 0 0 D NEW PLAN EXCEL RLTY TR INC COM 648053106 810 31229 SH SOLE 31229 0 0 D NEWELL RUBBERMAID INC COM 651229106 5105 202680 SH SOLE 202680 0 0 D NEWMONT MINING CORP COM 651639106 264 5096 SH SOLE 5096 0 0 D NEWS CORP CL A 65248E104 474 28544 SH SOLE 28544 0 0 D NORFOLK SOUTHERN CORP COM 655844108 271 5015 SH SOLE 5015 0 0 D NORTHROP GRUMMAN CORP COM 666807102 295 4326 SH SOLE 4326 0 0 D NOVELL INC COM 670006105 745 97026 SH SOLE 97026 0 0 D NUCOR CORP COM 670346105 213 2033 SH SOLE 2033 0 0 D OCCIDENTAL PETE CORP DEL COM 674599105 482 5204 SH SOLE 5204 0 0 D OHIO CAS CORP COM 677240103 1614 50918 SH SOLE 50918 0 0 D ONYX PHARMACEUTICALS INC COM 683399109 438 16687 SH SOLE 16687 0 0 D ORACLE CORP COM 68389X105 1296 94693 SH SOLE 94693 0 0 D PG&E CORP COM 69331C108 5540 142413 SH SOLE 142413 0 0 D PMI GROUP INC COM 69344M101 4568 99488 SH SOLE 99488 0 0 D PNC FINL SVCS GROUP INC COM 693475105 240 3569 SH SOLE 3569 0 0 D PAYLESS SHOESOURCE INC COM 704379106 1650 72100 SH SOLE 72100 0 0 D PEABODY ENERGY CORP COM 704549104 262 5194 SH SOLE 5194 0 0 D PENNEY J C INC COM 708160106 4789 79272 SH SOLE 79272 0 0 D PEPSI BOTTLING GROUP INC COM 713409100 1257 41347 SH SOLE 41347 0 0 D PEPSICO INC COM 713448108 1184 20481 SH SOLE 20481 0 0 D PFIZER INC COM 717081103 11071 444262 SH SOLE 444262 0 0 D POLARIS INDS INC COM 731068102 2496 45745 SH SOLE 45745 0 0 D PRAXAIR INC COM 74005P104 219 3974 SH SOLE 3974 0 0 D PRICELINE COM INC COM NEW 741503403 229 9214 SH SOLE 9214 0 0 D PRINCIPAL FINANCIAL GROUP IN COM 74251V102 5408 110829 SH SOLE 110829 0 0 D PROCTER & GAMBLE CO COM 742718109 6965 120880 SH SOLE 120880 0 0 D PROGRESS ENERGY INC COM 743263105 5222 118744 SH SOLE 118744 0 0 D PROGRESSIVE CORP OHIO COM 743315103 249 2390 SH SOLE 2390 0 0 D PROTECTIVE LIFE CORP COM 743674103 331 6648 SH SOLE 6648 0 0 D PRUDENTIAL FINL INC COM 744320102 6801 89711 SH SOLE 89711 0 0 D QUALCOMM INC COM 747525103 3763 74353 SH SOLE 74353 0 0 D RADIAN GROUP INC COM 750236101 4924 81730 SH SOLE 81730 0 0 D RAYONIER INC COM 754907103 5081 111450 SH SOLE 111450 0 0 D RAYTHEON CO COM NEW 755111507 252 5501 SH SOLE 5501 0 0 D REPUBLIC SVCS INC COM 760759100 5209 122526 SH SOLE 122526 0 0 D REYNOLDS & REYNOLDS CO CL A 761695105 4510 158811 SH SOLE 158811 0 0 D ROHM & HAAS CO COM 775371107 4044 82749 SH SOLE 82749 0 0 D RYDER SYS INC COM 783549108 3527 78762 SH SOLE 78762 0 0 D SLM CORP COM 78442P106 268 5152 SH SOLE 5152 0 0 D ST JUDE MED INC COM 790849103 305 7431 SH SOLE 7431 0 0 D ST PAUL TRAVELERS INC COM 792860108 342 8191 SH SOLE 8191 0 0 D SANDISK CORP COM 80004C101 447 7770 SH SOLE 7770 0 0 D SCHERING PLOUGH CORP COM 806605101 343 18066 SH SOLE 18066 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 223 12980 SH SOLE 12980 0 0 D SERVICE CORP INTL COM 817565104 1141 146299 SH SOLE 146299 0 0 D SERVICEMASTER CO COM 81760N109 1629 124135 SH SOLE 124135 0 0 D SIRIUS SATELLITE RADIO INC COM 82966U103 418 82233 SH SOLE 82233 0 0 D SOHU COM INC COM 83408W103 206 7700 SH SOLE 7700 0 0 D SOLECTRON CORP COM 834182107 100 24970 SH SOLE 24970 0 0 D SONOCO PRODS CO COM 835495102 4806 141889 SH SOLE 141889 0 0 D SOUTHERN CO COM 842587107 297 9072 SH SOLE 9072 0 0 D SOUTHWESTERN ENERGY CO COM 845467109 377 11726 SH SOLE 11726 0 0 D SPRINT NEXTEL CORP COM FON 852061100 883 34185 SH SOLE 34185 0 0 D STANLEY WKS COM 854616109 3744 73911 SH SOLE 73911 0 0 D STAPLES INC COM 855030102 230 9000 SH SOLE 9000 0 0 D STARBUCKS CORP COM 855244109 358 9512 SH SOLE 9512 0 0 D STATE STR CORP COM 857477103 250 4138 SH SOLE 4138 0 0 D STEELCASE INC CL A 858155203 1709 94956 SH SOLE 94956 0 0 D SUN MICROSYSTEMS INC COM 866810104 610 118856 SH SOLE 118856 0 0 D SUNOCO INC COM 86764P109 267 3442 SH SOLE 3442 0 0 D SUNTRUST BKS INC COM 867914103 321 4410 SH SOLE 4410 0 0 D SUPERVALU INC COM 868536103 669 21699 SH SOLE 21699 0 0 D SYBASE INC COM 871130100 3995 189169 SH SOLE 189169 0 0 D SYMANTEC CORP COM 871503108 223 13244 SH SOLE 13244 0 0 D SYSCO CORP COM 871829107 249 7759 SH SOLE 7759 0 0 D TXU CORP COM 873168108 262 5854 SH SOLE 5854 0 0 D TARGET CORP COM 87612E106 564 10838 SH SOLE 10838 0 0 D TESORO CORP COM 881609101 300 4393 SH SOLE 4393 0 0 D TEXAS INSTRS INC COM 882508104 3777 116334 SH SOLE 116334 0 0 D 3M CO COM 88579Y101 708 9360 SH SOLE 9360 0 0 D TIDEWATER INC COM 886423102 4790 86732 SH SOLE 86732 0 0 D TIMBERLAND CO CL A 887100105 1949 56949 SH SOLE 56949 0 0 D TIME WARNER INC COM 887317105 8620 513404 SH SOLE 513404 0 0 D TRIMERIS INC COM 896263100 178 13200 SH SOLE 13200 0 0 D US BANCORP DEL COM NEW 902973304 7803 255851 SH SOLE 255851 0 0 D UNION PAC CORP COM 907818108 303 3247 SH SOLE 3247 0 0 D UNIONBANCAL CORP COM 908906100 4833 68890 SH SOLE 68890 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 7605 95803 SH SOLE 95803 0 0 D UNITED STATES CELLULAR CORP COM 911684108 2276 38351 SH SOLE 38351 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 724 12493 SH SOLE 12493 0 0 D UNITEDHEALTH GROUP INC COM 91324P102 930 16650 SH SOLE 16650 0 0 D UNUMPROVIDENT CORP COM 91529Y106 905 44171 SH SOLE 44171 0 0 D V F CORP COM 918204108 4658 81867 SH SOLE 81867 0 0 D VALERO ENERGY CORP NEW COM 91913Y100 2953 49402 SH SOLE 49402 0 0 D VARIAN MED SYS INC COM 92220P105 980 17446 SH SOLE 17446 0 0 D VERIZON COMMUNICATIONS COM 92343V104 1233 36208 SH SOLE 36208 0 0 D VIACOM INC NEW CL B 92553P201 339 8728 SH SOLE 8728 0 0 D WACHOVIA CORP 2ND NEW COM 929903102 1108 19764 SH SOLE 19764 0 0 D WAL MART STORES INC COM 931142103 2374 50256 SH SOLE 50256 0 0 D WALGREEN CO COM 931422109 541 12549 SH SOLE 12549 0 0 D WALTER INDS INC COM 93317Q105 2612 39200 SH SOLE 39200 0 0 D WASHINGTON MUT INC COM 939322103 6909 162097 SH SOLE 162097 0 0 D WASTE MGMT INC DEL COM 94106L109 5877 166474 SH SOLE 166474 0 0 D WATSON PHARMACEUTICALS INC COM 942683103 4175 145274 SH SOLE 145274 0 0 D WELLPOINT INC COM 94973V107 598 7717 SH SOLE 7717 0 0 D WELLS FARGO & CO NEW COM 949746101 1709 26765 SH SOLE 26765 0 0 D WESTERN DIGITAL CORP COM 958102105 264 13586 SH SOLE 13586 0 0 D WESTERN GAS RES INC COM 958259103 1042 21597 SH SOLE 21597 0 0 D WEYERHAEUSER CO COM 962166104 5710 78837 SH SOLE 78837 0 0 D WHIRLPOOL CORP COM 963320106 4420 48326 SH SOLE 48326 0 0 D WILLIAMS COS INC DEL COM 969457100 335 15672 SH SOLE 15672 0 0 D WISCONSIN ENERGY CORP COM 976657106 2804 70114 SH SOLE 70114 0 0 D WYETH COM 983024100 3752 77319 SH SOLE 77319 0 0 D XM SATELLITE RADIO HLDGS INC CL A 983759101 735 33023 SH SOLE 33023 0 0 D XTO ENERGY INC COM 98385X106 749 17191 SH SOLE 17191 0 0 D XILINX INC COM 983919101 620 24354 SH SOLE 24354 0 0 D XEROX CORP COM 984121103 1611 105987 SH SOLE 105987 0 0 D YAHOO INC COM 984332106 477 14771 SH SOLE 14771 0 0 D YUM BRANDS INC COM 988498101 3737 76488 SH SOLE 76488 0 0 D ZIMMER HLDGS INC COM 98956P102 202 2984 SH SOLE 2984 0 0 S REPORT SUMMARY 316 DATA RECORDS 731171 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED